ECU448 DETECTION AND ESTIMATION THEORY Pre-requisites: Random Signal Theory, Calculus, Linear algebra Detection Theory (1)

Binary decisions - Single observation: (10 Hours) Maximum likelihood decision criterion; Neymann-Pearson criterion; Probability of error criterion; Bayes risk criterion; Minimax criterion; Robust detection; Receiver operating characteristics. (2) Binary decisions - Multiple observations (10 Hours) Vector observations; the general Gaussian problem; Waveform observation in additive Gaussian noise; Integrating optimum receiver; Matched lter receiver. Estimation Theory (3a) Methods (7 Hours) Maximum likelihood estimation; Bayes cost method - Bayes estimation criterion- Mean square error criterion; Uniform cost function; absolute value cost function; Linear minimum variance - Least squares method; Estimation in the presence of Gaussian noise Linear observation; Non-linear estimation. (3b) Properties of estimators (5 Hours) Bias, Eciency, Cramer-Rao bound, Assymptotic properties; Sensitivity and error analysis. (4a) State Estimation: Prediction; Kalman lter. (5 Hours)

(4b) Sucient statistics and Statistical Estimation of Parameters: (5 Hours) Concept of sucient statistics; Exponential families of distributions; Exponential families and Maximum likelihood estimation; Uniformly minimum variance unbiased estimation. Text books 1. Steven M. Kay, Statistical Signal Processing: Vol. 1: Estimation Theory, Vol. 2: Detection Theory, Prentice Hall Inc., 1998. 2. Louis L. Scharf, Statistical Signal Processing: Detection, Estimation and Time Series Analysis, Addison-Wesley Publishing Company, 1991. 1

Reference books 1. Boaz Porat, Digital Processing of Random Signals: Theory and Methods, 4th edn., Prentice Hall Inc., 1994. 2. Dimitris G. Manolakis, Vinay K. Ingle, Stephen M. Kogan, Statistical and Adaptive Signal Processing, McGraw-Hill International Editions, 2000. 3. Harry L. Van Trees, Detection, Estimation and Modulation Theory - Part 1, John Wiley & Sons Inc., 1968. 4. Jerry M. Mendel, Lessons in Estimation Theory for Signal Processing, Communication and Control, Prentice Hall Inc., 1995. 5. Sophocles J. Orfanidis, Optimum Signal Processing, 2nd edn., McGraw-Hill, 1988. 6. Monson H. Hayes, Statistical Digital Signal Processing and Modelling, John Wiley & Sons Inc., 1996. 7. Dimitri Kazakos, P. Papantoni Kazakos, Detection and Estimation, Computer Science Press, 1990. 8. James L. Melsa and David L. Cohn, Decision and Estimation Theory, McGrawHill, 1978.